The Annals of Statistics
- Ann. Statist.
- Volume 46, Number 2 (2018), 895-923.
Detecting rare and faint signals via thresholding maximum likelihood estimators
Motivated by the analysis of RNA sequencing (RNA-seq) data for genes differentially expressed across multiple conditions, we consider detecting rare and faint signals in high-dimensional response variables. We address the signal detection problem under a general framework, which includes generalized linear models for count-valued responses as special cases. We propose a test statistic that carries out a multi-level thresholding on maximum likelihood estimators (MLEs) of the signals, based on a new Cramér-type moderate deviation result for multidimensional MLEs. Based on the multi-level thresholding test, a multiple testing procedure is proposed for signal identification. Numerical simulations and a case study on maize RNA-seq data are conducted to demonstrate the effectiveness of the proposed approaches on signal detection and identification.
Ann. Statist., Volume 46, Number 2 (2018), 895-923.
Received: August 2016
Revised: April 2017
First available in Project Euclid: 3 April 2018
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 62H15: Hypothesis testing
Secondary: 62G20: Asymptotic properties 62G32: Statistics of extreme values; tail inference
Qiu, Yumou; Chen, Song Xi; Nettleton, Dan. Detecting rare and faint signals via thresholding maximum likelihood estimators. Ann. Statist. 46 (2018), no. 2, 895--923. doi:10.1214/17-AOS1574. https://projecteuclid.org/euclid.aos/1522742440
- Supplement to “Detecting rare and faint signals via thresholding maximum likelihood estimators”. The supplemental article contains additional empirical results, as well as the proofs of all the theoretical results not in the Appendix.